IGL
Indraprastha Gas Ltd
Historical option data for IGL
22 Sep 2025 08:01 PM IST
| IGL 30SEP2025 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 211.56 | 21.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 215.13 | 21.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 215.58 | 21.5 | -0.3 | 30.11 | 1 | 0 | 32 | |||||||||
| 14 Sept | 214.79 | 19.3 | -0.4 | - | 11 | 5 | 34 | |||||||||
For Indraprastha Gas Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.00
Historical price for 195 CE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept IGL was trading at 215.13. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept IGL was trading at 215.58. The strike last trading price was 21.5, which was -0.3 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 32
On 14 Sept IGL was trading at 214.79. The strike last trading price was 19.3, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 34
| IGL 30SEP2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 211.56 | 0.2 | 0 | 34.52 | 30 | -1 | 84 |
| 21 Sept | 215.13 | 0.2 | 0.05 | 34.55 | 6 | -3 | 86 |
| 18 Sept | 215.58 | 0.15 | -0.05 | 30.71 | 9 | 1 | 89 |
| 14 Sept | 214.79 | 0.5 | -0.05 | 31.93 | 20 | -2 | 113 |
For Indraprastha Gas Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 PE is -0.04
Historical price for 195 PE is as follows
On 22 Sept IGL was trading at 211.56. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.52, the open interest changed by -1 which decreased total open position to 84
On 21 Sept IGL was trading at 215.13. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 34.55, the open interest changed by -3 which decreased total open position to 86
On 18 Sept IGL was trading at 215.58. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 89
On 14 Sept IGL was trading at 214.79. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.93, the open interest changed by -2 which decreased total open position to 113
